- supermartingale inequality
- мат. неравенство супермартингала
Большой англо-русский и русско-английский словарь. 2001.
supermartingale inequality
Смотреть что такое "supermartingale inequality" в других словарях:
Martingale (probability theory) — For the martingale betting strategy , see martingale (betting system). Stopped Brownian motion is an example of a martingale. It can be used to model an even coin toss betting game with the possibility of bankruptcy. In probability theory, a… … Wikipedia
Doob's martingale convergence theorems — In mathematics specifically, in stochastic analysis Doob s martingale convergence theorems are a collection of results on the long time limits of supermartingales, named after the American mathematician Joseph Leo Doob. Contents 1 Statement of… … Wikipedia
